Continuity of the quenching time for a parabolic equation with a nonlinear boundary condition and a potential.
Continuity of the quenching time in a heat equation with a nonlinear boundary condition.
Continuity of the quenching time in a semilinear parabolic equation
In this paper, we consider the following initial-boundary value problem [...] where Ω is a bounded domain in RN with smooth boundary ∂Ω, p > 0, Δ is the Laplacian, v is the exterior normal unit vector on ∂Ω. Under some assumptions, we show that the solution of the above problem quenches in a finite time and estimate its quenching time. We also prove the continuity of the quenching time as a function of the initial data u0. Finally, we give some numerical results to illustrate our analysis.
Continuum model of the two-component Becker-Döring equations.
Contribution à la résolution numérique des équations de Laplace et de la chaleur
Converegence of a Finite Difference Method for the Heat Equation - Interpolation Technique
Convergence and error estimates in finite volume schemes for general multidimensional scalar conservation laws. I. Explicite monotone schemes
Convergence d'un schéma décentré amont sur un maillage triangulaire pour un problème hyperbolique linéaire
Convergence of a difference method for a system of first order partial differential equations of hyperbolic type
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem
We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the scheme, which appears...
Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem
We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the scheme, which appears...
Convergence of an upstream finite volume scheme for a nonlinear hyperbolic equation on a triangular mesh.
Convergence of approximate solutions of a differential equation
Convergence of block iterative methods for linear systems arising in the numerical solution of Euler equations.
Convergence of finite difference schemes for viscous and inviscid conservation laws with rough coefficients
We consider the initial value problem for degenerate viscous and inviscid scalar conservation laws where the flux function depends on the spatial location through a “rough” coefficient function . We show that the Engquist-Osher (and hence all monotone) finite difference approximations converge to the unique entropy solution of the governing equation if, among other demands, is in , thereby providing alternative (new) existence proofs for entropy solutions of degenerate convection-diffusion equations...
Convergence of finite difference schemes for viscous and inviscid conservation laws with rough coefficients
We consider the initial value problem for degenerate viscous and inviscid scalar conservation laws where the flux function depends on the spatial location through a "rough"coefficient function k(x). We show that the Engquist-Osher (and hence all monotone) finite difference approximations converge to the unique entropy solution of the governing equation if, among other demands, k' is in BV, thereby providing alternative (new) existence proofs for entropy solutions of degenerate convection-diffusion...
Convergence of Fourier spectral method for resonant long-short nonlinear wave interaction
In this paper, the evolution equations with nonlinear term describing the resonance interaction between the long wave and the short wave are studied. The semi-discrete and fully discrete Crank-Nicholson Fourier spectral schemes are given. An energy estimation method is used to obtain error estimates for the approximate solutions. The numerical results obtained are compared with exact solution and found to be in good agreement.
Convergence of implicit Finite Volume methods for scalar conservation laws with discontinuous flux function
This paper deals with the problem of numerical approximation in the Cauchy-Dirichlet problem for a scalar conservation law with a flux function having finitely many discontinuities. The well-posedness of this problem was proved by Carrillo [J. Evol. Eq. 3 (2003) 687–705]. Classical numerical methods do not allow us to compute a numerical solution (due to the lack of regularity of the flux). Therefore, we propose an implicit Finite Volume method based on an equivalent formulation of the initial...